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V-Lab

Mitsubishi Kakoki Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.31% (-2.04%)
Analysis last updated: Wednesday, February 11, 2026 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Kakoki Kaisha Ltd S0GARCH
paramt-stat
ω1.41486.42
α0.14808.97
β0.781338.24
γ1-0.0394-0.77
γ20.16051.92
γ3-0.2230-3.06
γ40.15342.03
γ5-0.1228-1.83
γ60.15512.59
γ7-0.1609-2.54
γ80.12861.97
γ9-0.0351-0.48
γ10-0.0402-0.60
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts